-47.5%
FISV vs STLA
-77.1%
+29.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | +1.4% | -13.8% | +15.2% | +3.2% |
| 30D | +38.4% | -10.5% | +49.0% | +39.9% |
| 3M | +14.9% | -28.9% | +43.8% | +19.3% |
| 6M | +21.8% | -49.7% | +71.5% | +30.9% |
| YTD | -5.0% | -64.9% | +59.9% | +5.9% |
| 1Y | -1.2% | -64.0% | +62.9% | +9.7% |
| 3Y | -47.5% | -77.4% | +29.9% | -39.2% |
| All | -47.5% | -77.1% | +29.6% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling